期刊名称:Journal of Modern Applied Statistical Methods
出版年度:2007
卷号:6
期号:2
页码:5
出版社:Wayne State University
摘要:Three procedures for analyzing within-subjects effects in multivariate repeated measures designs are compared when group covariances are heterogeneous: the multiple regression model (MRM) with a structured covariance, Johansen’s (1980) procedure, and the multivariate Brown and Forsythe (1974) procedure. A preliminary likelihood ratio test of a Kronecker product covariance structure is sensitive to sample size and derivational assumption violations. Error rates of the procedures are generally well-controlled except when the distribution is skewed. The MRM procedure displayed few power advantages over the other procedures.
关键词:Doubly multivariate data; robustness; Kronecker product; assumption violations; general linear model; Kenward-Roger approximation